For the number of returns files by asset size see:

IRS Satistics of Income data on the estate tax and specifically "Estate Tax Returns Filed in 2001: Gross Estate by Type of Property, Deductions, Taxable Estate, Estate Tax and Tax Credits, by Size of Gross Estate".

See also the breakdown by state.

Note that the above data was "published" in 2003, but contains data on 2001 returns.

For more detailed analysis, see Federal Estate Tax Returns, 1998-2000 (.pdf); Published spring 2002

Finally, see estate tax revenue by state for 2002.